Hi,
In my procedure, I use the cholesky(a) function in the scipy.linalg.decomp model. If the max number of row and column in matrix a is less equal 15, cholesky(a) is OK. But when the max number is larger than 15, there will have a error message: “File "C:\Python24\Lib\site-packages\scipy\linalg\decomp.py", line 413, in cholesky
   if info>0: raise LinAlgError, "matrix not positive definite"
scipy.linalg.basic.LinAlgError: matrix not positive definite”.
My matrix is a real symmetric matrix and positive definite, so I don’t know why the error emerges. Have there some limits on the number of row and column in a matrix? Please give me your help.

Thanks!

Best wishes,

yan

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